Vuong test

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abeifaa
Posts: 6
Joined: Tue Jun 23, 2015 11:57 pm

Vuong test

Postby abeifaa » Tue May 17, 2016 1:48 am

hello,
how do i perform Vuong test in Eview.
thanks
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Vuong test

Postby EViews Gareth » Tue May 17, 2016 2:07 am

There is nothing built in to perform it, but I believe it is just likelihood ratio based, and most estimation procedures in EViews report the likelihood statistic, so you should be able to calculate it manually.
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